Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.689 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51604.46 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48405.4 Kr¶

PnL: ---------------------------------------> -682.17 Kr¶

DD now: ---------------------------------> -0.654 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 13:53:53.530709'

Anic Portfolio¶

Today¶

Return: -0.067 %¶

This Week¶

Return: 8.579 %¶

Total¶

Return: 68.94 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 3.910000 808.800000 135.800000 20.180000 673.000000
Nordea Bank Abp 29 0.460000 3547.860000 93.860000 2.720000 3453.999992
SAAB B 8 1.380000 3464.000000 87.000000 2.580000 3377.000000
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
FM Mattsson Mora Group B 54 -4.890000 3256.200000 76.200000 2.400000 3180.000006
Swedbank A 3 1.950000 612.900000 48.900000 8.670000 564.000000
Fasadgruppen Group 38 0.550000 4187.600000 46.600000 1.130000 4140.999992
Resurs Holding 22 0.900000 616.880000 42.880000 7.470000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 0.320000 593.280000 36.280000 6.510000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.240000 388.400000 33.400000 9.410000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.260000 551.600000 24.600000 4.670000 527.000000
OEM International B 7 1.160000 548.800000 20.800000 3.940000 527.999997
Securitas B 6 2.410000 585.840000 15.840000 2.780000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 1.500000 542.000000 10.000000 1.880000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 571.200000 9.200000 1.640000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.490000 248.400000 2.400000 0.980000 246.000000
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Boozt 12 1.320000 1652.400000 -1.600000 -0.100000 1653.999996
Handelsbanken A 5 -0.090000 543.750000 -2.250000 -0.410000 546.000000
Corem Property Group B 59 1.360000 571.420000 -5.580000 -0.970000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.610000 507.910000 -26.090000 -4.890000 533.999999
International Petroleum Corp. 5 0.440000 565.000000 -29.570000 -4.970000 594.565215
Essity B 2 -1.720000 536.000000 -38.000000 -6.620000 574.000000
Vivesto 1368 -0.340000 558.960000 -54.040000 -8.820000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
OX2 22 4.470000 1849.100000 -139.900000 -7.030000 1989.000002
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
Axfood 15 -3.240000 3903.000000 -397.000000 -9.230000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48410.690000 -676.880000 -0.64421% 49087.564636

Updated:¶

'2023-02-01 13:53:20.953729'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶